+4,782.6%
DELL vs EWJ
+139.6%
+4,643.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.3% |
| 7D | +8.7% | +1.0% | +7.7% | +7.7% |
| 30D | +16.9% | +1.0% | +15.9% | +16.2% |
| 3M | +40.4% | +7.2% | +33.2% | +31.6% |
| 6M | +267.1% | +13.9% | +253.2% | +224.4% |
| YTD | +329.1% | +20.8% | +308.3% | +256.9% |
| 1Y | +346.9% | +26.4% | +320.5% | +255.1% |
| 3Y | +696.6% | +71.8% | +624.9% | +369.6% |
| 5Y | +1,106.2% | +49.9% | +1,056.3% | +702.5% |
| 10Y | +4,177.7% | +140.0% | +4,037.8% | +1,832.2% |
| All | +4,782.6% | +139.6% | +4,643.0% | +2,115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling